Statistics of financial markets : an introduction /

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Bibliographic Details
Author / Creator:Franke, Jürgen, 1952-
Edition:2nd ed.
Imprint:Berlin : Springer-Verlag, c2008.
Description:1 online resource (xxii, 501 p.) : ill.
Subject:Finance -- Statistical methods.
Finance -- Mathematical models.
Finance -- Mathematical models.
Finance -- Statistical methods.
Electronic books.
Format: E-Resource Book
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Other authors / contributors:Hardle, Wolfgang.
Hafner, Christian.
Notes:Description based on print version record.
Summary:"Statistics Of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour." "The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic." "For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management."--Jacket.
Other form:Print version: Franke, Jürgen, 1952- Statistics of financial markets. 2nd ed. Berlin : Springer-Verlag, c2008 9783540762690 3540762698